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Probabilistic linear solvers: a unifying view
Authors:Bartels  Simon  Cockayne  Jon  Ipsen  Ilse C F  Hennig  Philipp
Institution:1.University of Tübingen, 72076, Tübingen, Germany
;2.Max Planck Institute for Intelligent Systems, 72076, Tübingen, Germany
;3.Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK
;4.Department of Mathematics, North Carolina State University, Raleigh, NC, 27695-8205, USA
;
Abstract:Statistics and Computing - Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian...
Keywords:
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